Dengue fever is a major public health problem worldwide, caused by any of four virus (DENV-1, DENV-2, DENV-3 and DENV-4; Flaviviridae: Flavivirus), transmitted by Aedes aegypti mosquito. Reducing the levels of infestation by A. aegypti is one of the few current strategies to control dengue fever. Entomological indicators are used by dengue national control program to measure the infestation of A. aegypti, but little is known about predictive power of these indicators to measure dengue risk. In this spatial case-control study, we analyzed the spatial distribution of the risk of dengue and the influence of entomological indicators of A. aegypti in its egg, larva-pupa and adult stages occurring in a mid-size city in the state of São Paulo. The dengue cases were those confirmed by the city's epidemiological surveillance system and the controls were obtained through random selection of points within the perimeter of the inhabited area. The values of the entomological indicators were extrapolated for the entire study area through the geostatistical ordinary kriging technique. For each case and control, the respective indicator values were obtained, according with its geographical coordinates and analyzed by using a generalized additive model. Dengue incidence demonstrated a seasonal behavior, as well as the entomological indicators of all mosquito's evolutionary stages. The infestation did not present a significant variation in intensity and was not a limiting or determining factor of the occurrence of cases in the municipality. The risk maps of the disease from crude and adjusted generalized additive models did not present differences, suggesting that areas with the highest values of entomological indicators were not associated with the incidence of dengue. The inclusion of other variables in the generalized additive models may reveal the modulatory effect for the risk of the disease, which is not found in this study.